+70.3%
CME vs CORZ
+159.1%
-88.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +2.7% | +26.4% | -23.7% | +3.3% |
| 30D | +13.5% | -6.8% | +20.3% | +13.5% |
| 3M | +20.9% | -31.1% | +52.0% | +20.3% |
| 6M | +11.5% | -36.9% | +48.4% | +10.9% |
| YTD | +19.5% | -1.2% | +20.7% | +19.3% |
| 1Y | +17.2% | -12.5% | +29.8% | +17.0% |
| All | +70.3% | +159.1% | -88.8% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CORZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling